The first question we had to ask ourselves after looking the returns in March was, “Are the asset classes becoming increasingly correlated?” Here’s what happened in March by the numbers:
Category: Managed Futures
01
Apr
2016
01
Apr
2016
Weekend Reads: What Income Percentile Are You?
What Percent Are You? A detailed look at where you fit in our vast nation of income-earners – (WSJ) Meet the millennials looking to get rich or die tryin’ with one of Wall Street’s riskiest oil plays – (Market Watch) Barclays: Bull Run In Commodities Ending – (ValueWalk) Banks Raise Oil Price Forecasts But Remain […]
05
Apr
2016
The Optimal Allocation to Managed Futures
Perhaps more telling than the snapshot as of December, is the best allocation percentage according to the efficient frontier each year going back most of a decade
11
Apr
2016
Managed Futures March Performance
Despite March’s numbers, the asset class average performance remains positive of the year, up 2.21%
19
Apr
2016
3 Things To Consider Before Hitting The Sell Button
The conditions causing poor performance can create the environment needed for good performance.
20
Apr
2016
Bordering on Untradeable
It’s definitely ironic that the commodity market that so many Global Macro and Managed Futures programs were able to find large returns from in 2014-2015, is the same commodity market that is bordering on untradeable in 2016.
22
Apr
2016
The Spaghetti Dinner which is the Alternatives Classification
The categorization of alternative strategies can be confusing. Here’s a chart to help of Hedge Fund Categories compared to Morningstar categories.
25
Apr
2016
The World with Negative Interest Rates
Don’t look now, but almost 40% of the global bond markets have negative interest rates. Just what are negative interest rates and what does it mean for the average investor?
27
Apr
2016
Chances Are, You’re in A Drawdown
But how much can investors expect stocks and Managed Futures to be in a drawdown?
02
May
2016
Are Alternative Mutual Funds eating from the CTA Pie?
How big is the Liquid Mutual fund compared to the rest of the industry? And is that growth in addition to, or at the expense of, the rest of the industry?
